Friday, October 31

MS11 Accurate Computation of Eigenproblems

10:00 AM-12:00 PMRoom: Ballroom 1

We want to compute eigenvalues and invariant subspaces of Hermitian (and more generally: normal) matrices accurately. The ultimate goal is highly accurate and efficient numerical software. In the context of floating point computations we attain high accuracy by bounding relative rather than absolute eigenvalue errors, and by expressing invariant subspace bounds in terms of relative rather than absolute eigenvalue separations. Because of the close connection to Hermitian eigenvalue problems, we also discuss the computation of singular values and singular vector subspaces.